Engineering Optimization: Theory and Practice, Fourth Edition

(Martin Jones) #1
Problems 379

6.54 Same as Problem 6.53 for the following function:


f=(x 2 −x 12 )^2 +( 1 −x 1 )^2

6.55 Verify whether the following search directions are [A]-conjugate while minimizing the
function


f=x 1 −x 2 + 2 x^21 + 2 x 1 x 2 +x^22

(a) S 1 =

{
− 1
1

}
,S 2 =

{
1
0

}

(b) S 1 =

{
− 1
1

}
,S 2 =

{
0
1

}

6.56 Solve the equations x 1 + 2 x 2 + 3 x 3 =14,x 1 −x 2 +x 3 =1, and 3x 1 − 2 x 2 +x 3 = 2
using Marquardt’s method of unconstrained minimization. Use the starting point
X 1 = { 0 , 0 , 0 }T.


6.57 Apply the simplex method to minimize the functionfgiven in Problem 6.20. Use the
point (−1.2, 1.0) as the base point to generate an initial regular simplex of size 2 and go
through three steps of reflection, expansion, and/or contraction.


6.58 Write a computer program to implement Powell’s method using the golden section method
of one-dimensional search.


6.59 Write a computer program to implement the Davidon–Fletcher–Powell method using the
cubic interpolation method of one-dimensional search. Use a finite-difference scheme to
evaluate the gradient of the objective function.


6.60 Write a computer program to implement the BFGS method using the cubic interpolation
method of one-dimensional minimization. Use a finite-difference scheme to evaluate the
gradient of the objective function.


6.61 Write a computer program to implement the steepest descent method of unconstrained
minimization with the direct root method of one-dimensional search.


6.62 Write a computer program to implement the Marquardt method coupled with the direct
root method of one-dimensional search.


6.63 Find the minimum of the quadratic function given by Eq. (6.141) starting from the solution
X 1 = { 0 , 0 }Tusing MATLAB.


6.64 Find the minimum of the Powell’s quatic function given by Eq. (6.142) starting from the
solutionX 1 = { 3 ,− 1 , 0 , 1 }Tusing MATLAB.


6.65 Find the minimum of the Fletcher and Powell’s helical valley function given by Eq.
(6.143) starting from the solutionX 1 = {− 1 , 0 , 0 }Tusing MATLAB.


6.66 Find the minimum of the nonlinear function given by Eq. (6.144) starting from the solution
X 1 = { 0 , 1 , 2 }Tusing MATLAB.


6.67 Find the minimum of the Wood’s function given by Eq. (6.149) starting from the solution
X 1 = {− 3 ,− 1 ,− 3 ,− 1 }Tusing MATLAB.

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